SleepWell Trade · Asset reports · United States

2,878 United States backtest reports (6/10)

Backtest reports for United States listings, recomputed monthly across the same ten trend-following strategies.

Snapshot 2026-08

ETFs · United States

iShares S&P SmallCap 600 Growth ETF

SMA crossover · CAGR 6.4% · MDD -41.1% · Sharpe 0.48

ETFs · United States

State Street SPDR Portfolio S&P 400 Mid Cap ETF

ROC momentum · CAGR 7.4% · MDD -30.6% · Sharpe 0.48

Stocks · United States

Comcast Corporation

SMA crossover · CAGR 9.4% · MDD -49.0% · Sharpe 0.48

Stocks · United States

Iovance Biotherapeutics, Inc.

ADX / DI trend · CAGR 11.3% · MDD -77.1% · Sharpe 0.48

Stocks · United States

Golar LNG Limited

SMA crossover · CAGR 11.1% · MDD -63.1% · Sharpe 0.48

Stocks · United States

Western Alliance Bancorporation

Supertrend · CAGR 11.4% · MDD -56.4% · Sharpe 0.48

Stocks · United States

Enerpac Tool Group Corp.

SMA crossover · CAGR 9.2% · MDD -48.8% · Sharpe 0.48

Stocks · United States

Simmons First National Corporation

Bollinger breakout · CAGR 5.1% · MDD -42.4% · Sharpe 0.48

ETFs · United States

iShares U.S. Consumer Staples ETF

ROC momentum · CAGR 5.7% · MDD -31.2% · Sharpe 0.48

Stocks · United States

Arbutus Biopharma Corporation

Supertrend · CAGR 14.1% · MDD -80.1% · Sharpe 0.48

Stocks · United States

Southwest Airlines Company

SMA crossover · CAGR 9.6% · MDD -69.9% · Sharpe 0.48

ETFs · United States

Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF

ROC momentum · CAGR 3.6% · MDD -16.6% · Sharpe 0.48

Stocks · United States

BioCryst Pharmaceuticals, Inc.

ADX / DI trend · CAGR 10.4% · MDD -54.4% · Sharpe 0.48

Stocks · United States

John B. Sanfilippo & Son, Inc.

ADX / DI trend · CAGR 4.8% · MDD -29.2% · Sharpe 0.48

Stocks · United States

Paramount Skydance Corporation

EMA crossover · CAGR 9.5% · MDD -64.1% · Sharpe 0.48

Stocks · United States

Abbott Laboratories

ROC momentum · CAGR 8.7% · MDD -43.2% · Sharpe 0.48

Stocks · United States

Constellation Brands, Inc.

Donchian breakout · CAGR 9.9% · MDD -55.3% · Sharpe 0.48

Stocks · United States

Intuit Inc.

SMA crossover · CAGR 11.3% · MDD -65.7% · Sharpe 0.48

Stocks · United States

Valmont Industries, Inc.

Donchian breakout · CAGR 10.6% · MDD -58.9% · Sharpe 0.48

ETFs · United States

First Trust VL Dividend

ROC momentum · CAGR 6.0% · MDD -37.4% · Sharpe 0.48

Stocks · United States

Nucor Corporation

Donchian breakout · CAGR 10.0% · MDD -66.1% · Sharpe 0.48

Stocks · United States

Smurfit WestRock plc

Donchian breakout · CAGR 11.5% · MDD -57.9% · Sharpe 0.48

ETFs · United States

Direxion Daily Junior Gold Miners Index Bull 2X ETF

Bollinger breakout · CAGR 10.2% · MDD -74.0% · Sharpe 0.48

Stocks · United States

Rithm Capital Corp.

Bollinger breakout · CAGR 1.8% · MDD -4.9% · Sharpe 0.48

Stocks · United States

McGrath RentCorp

ROC momentum · CAGR 11.9% · MDD -66.4% · Sharpe 0.48

Stocks · United States

Main Street Capital Corporation

SMA crossover · CAGR 7.2% · MDD -31.5% · Sharpe 0.48

Stocks · United States

A.O. Smith Corporation

Donchian breakout · CAGR 9.1% · MDD -60.7% · Sharpe 0.48

Stocks · United States

HA Sustainable Infrastructure Capital, Inc.

Donchian breakout · CAGR 7.3% · MDD -43.5% · Sharpe 0.48

ETFs · United States

Invesco DB Commodity Index Tracking Fund

Bollinger breakout · CAGR 3.7% · MDD -19.4% · Sharpe 0.48

ETFs · United States

Franklin FTSE Japan ETF

SMA crossover · CAGR 5.2% · MDD -20.4% · Sharpe 0.48

ETFs · United States

State Street Industrial Select Sector SPDR ETF

ROC momentum · CAGR 7.6% · MDD -56.0% · Sharpe 0.48

Stocks · United States

Fannie Mae

EMA crossover · CAGR 12.2% · MDD -93.2% · Sharpe 0.48

Stocks · United States

Valero Energy Corporation

ROC momentum · CAGR 10.3% · MDD -57.3% · Sharpe 0.48

Stocks · United States

Capital Southwest Corporation

EMA crossover · CAGR 8.8% · MDD -52.3% · Sharpe 0.48

Stocks · United States

Centene Corporation

Donchian breakout · CAGR 10.3% · MDD -58.9% · Sharpe 0.48

Stocks · United States

First Advantage Corporation

Bollinger breakout · CAGR 8.1% · MDD -16.3% · Sharpe 0.48

Stocks · United States

Ardelyx, Inc.

Bollinger breakout · CAGR 13.1% · MDD -54.4% · Sharpe 0.48

Stocks · United States

CNX Resources Corporation

SMA crossover · CAGR 10.8% · MDD -64.5% · Sharpe 0.48

Stocks · United States

First Mid Bancshares, Inc.

EMA crossover · CAGR 7.6% · MDD -32.4% · Sharpe 0.48

Stocks · United States

Ituran Location and Control Ltd.

SMA crossover · CAGR 8.6% · MDD -39.6% · Sharpe 0.48

Stocks · United States

Hagerty, Inc.

Supertrend · CAGR 11.4% · MDD -26.0% · Sharpe 0.48

Stocks · United States

Agilent Technologies, Inc.

Bollinger breakout · CAGR 8.4% · MDD -43.6% · Sharpe 0.48

Stocks · United States

Corsair Gaming, Inc.

ROC momentum · CAGR 11.5% · MDD -42.8% · Sharpe 0.48

Stocks · United States

Proto Labs, Inc.

EMA crossover · CAGR 10.3% · MDD -65.2% · Sharpe 0.48

Stocks · United States

Packaging Corporation of America

Donchian breakout · CAGR 9.6% · MDD -52.9% · Sharpe 0.48

Stocks · United States

Johnson Controls International plc

SMA crossover · CAGR 8.5% · MDD -74.4% · Sharpe 0.48

Stocks · United States

Kratos Defense & Security Solutions, Inc.

SMA crossover · CAGR 10.8% · MDD -72.7% · Sharpe 0.48

Stocks · United States

QuinStreet, Inc.

Donchian breakout · CAGR 11.3% · MDD -67.5% · Sharpe 0.48

ETFs · United States

iShares MSCI Germany Index Fund

Donchian breakout · CAGR 6.1% · MDD -37.7% · Sharpe 0.47

ETFs · United States

iShares MSCI Global Gold Miners ETF

Bollinger breakout · CAGR 8.7% · MDD -42.0% · Sharpe 0.47

Stocks · United States

Walt Disney Company (The)

SMA crossover · CAGR 8.1% · MDD -59.5% · Sharpe 0.47

ETFs · United States

iMGP DBi Managed Futures Strategy ETF

ADX / DI trend · CAGR 1.6% · MDD -3.5% · Sharpe 0.47

Stocks · United States

Westinghouse Air Brake Technologies Corporation

Donchian breakout · CAGR 10.2% · MDD -65.5% · Sharpe 0.47

Stocks · United States

Eastman Kodak Company

MACD · CAGR 21.7% · MDD -79.5% · Sharpe 0.47

ETFs · United States

State Street SPDR S&P Global Natural Resources ETF

Bollinger breakout · CAGR 3.0% · MDD -11.4% · Sharpe 0.47

Stocks · United States

POET Technologies Inc.

SMA crossover · CAGR 10.4% · MDD -93.5% · Sharpe 0.47

Stocks · United States

Check Point Software Technologies Ltd.

SMA crossover · CAGR 11.2% · MDD -64.6% · Sharpe 0.47

Stocks · United States

Vertex Pharmaceuticals Incorporated

ROC momentum · CAGR 12.0% · MDD -91.8% · Sharpe 0.47

ETFs · United States

Invesco S&P 500 Equal Weight Consumer Discretionary ETF

SMA crossover · CAGR 6.2% · MDD -31.6% · Sharpe 0.47

Stocks · United States

Carpenter Technology Corporation

ROC momentum · CAGR 10.5% · MDD -83.3% · Sharpe 0.47

Stocks · United States

Trex Company, Inc.

Supertrend · CAGR 11.1% · MDD -68.1% · Sharpe 0.47

Stocks · United States

Estee Lauder Companies, Inc. (The)

SMA crossover · CAGR 8.7% · MDD -50.0% · Sharpe 0.47

ETFs · United States

iShares U.S. Healthcare ETF

SMA crossover · CAGR 5.2% · MDD -28.5% · Sharpe 0.47

Stocks · United States

First American Corporation (New)

SMA crossover · CAGR 7.2% · MDD -44.0% · Sharpe 0.47

ETFs · United States

Direxion Daily S&P Biotech Bull 3X ETF

EMA crossover · CAGR 11.6% · MDD -73.8% · Sharpe 0.47

Stocks · United States

Bank First Corporation

SMA crossover · CAGR 8.3% · MDD -39.7% · Sharpe 0.47

Stocks · United States

Matson, Inc.

ROC momentum · CAGR 10.8% · MDD -72.1% · Sharpe 0.47

ETFs · United States

iShares Global Industrials ETF

ROC momentum · CAGR 6.0% · MDD -29.3% · Sharpe 0.47

Stocks · United States

MKS Inc.

Donchian breakout · CAGR 10.8% · MDD -51.9% · Sharpe 0.47

Stocks · United States

Fortive Corporation

Donchian breakout · CAGR 8.0% · MDD -25.2% · Sharpe 0.47

ETFs · United States

iShares MSCI Emerging Index Fund

EMA crossover · CAGR 6.5% · MDD -40.7% · Sharpe 0.47

ETFs · United States

State Street SPDR Global Dow ETF

EMA crossover · CAGR 4.7% · MDD -28.4% · Sharpe 0.47

ETFs · United States

WisdomTree Japan Hedged Equity Fund

Bollinger breakout · CAGR 1.8% · MDD -9.0% · Sharpe 0.47

Stocks · United States

FuboTV Inc.

ADX / DI trend · CAGR 13.1% · MDD -70.9% · Sharpe 0.47

Stocks · United States

Ameresco, Inc.

MACD · CAGR 11.4% · MDD -57.8% · Sharpe 0.47

Stocks · United States

Regeneron Pharmaceuticals, Inc.

Donchian breakout · CAGR 11.5% · MDD -88.0% · Sharpe 0.47

Stocks · United States

Cullen/Frost Bankers, Inc.

ADX / DI trend · CAGR 4.7% · MDD -36.8% · Sharpe 0.47

ETFs · United States

Nuveen Dynamic Municipal Opportunities Fund

ROC momentum · CAGR 0.7% · MDD -0.5% · Sharpe 0.47

Stocks · United States

Atmos Energy Corporation

ROC momentum · CAGR 8.4% · MDD -54.9% · Sharpe 0.47

Stocks · United States

Wave Life Sciences, Inc.

Supertrend · CAGR 10.4% · MDD -73.6% · Sharpe 0.47

Stocks · United States

Essent Group Ltd.

SMA crossover · CAGR 8.2% · MDD -46.6% · Sharpe 0.47

Stocks · United States

Erie Indemnity Company

Donchian breakout · CAGR 5.8% · MDD -31.2% · Sharpe 0.47

Stocks · United States

Huron Consulting Group Inc.

ROC momentum · CAGR 9.6% · MDD -50.8% · Sharpe 0.47

Stocks · United States

Centrus Energy Corp.

Donchian breakout · CAGR 11.4% · MDD -83.7% · Sharpe 0.47

Stocks · United States

Groupon, Inc.

Keltner breakout · CAGR 5.1% · MDD -17.0% · Sharpe 0.47

ETFs · United States

iShares Core S&P Mid-Cap ETF

Donchian breakout · CAGR 5.4% · MDD -26.1% · Sharpe 0.47

ETFs · United States

iShares MSCI EAFE Small-Cap ETF

SMA crossover · CAGR 5.2% · MDD -22.3% · Sharpe 0.47

ETFs · United States

Fidelity MSCI Consumer Staples Index ETF

ROC momentum · CAGR 5.3% · MDD -20.1% · Sharpe 0.47

Stocks · United States

Adient plc

ROC momentum · CAGR 7.6% · MDD -24.2% · Sharpe 0.47

Stocks · United States

Vulcan Materials Company (Holding Company)

Donchian breakout · CAGR 9.2% · MDD -83.9% · Sharpe 0.47

Stocks · United States

Goldman Sachs BDC, Inc.

Bollinger breakout · CAGR 1.9% · MDD -9.8% · Sharpe 0.47

Stocks · United States

CECO Environmental Corp.

SMA crossover · CAGR 11.9% · MDD -81.4% · Sharpe 0.47

Stocks · United States

RTX Corporation

Donchian breakout · CAGR 9.1% · MDD -60.4% · Sharpe 0.47

ETFs · United States

State Street SPDR Portfolio Intermediate Term Corporate Bond ETF

Bollinger breakout · CAGR 0.3% · MDD -1.5% · Sharpe 0.47

Stocks · United States

Interface, Inc.

ADX / DI trend · CAGR 8.0% · MDD -41.7% · Sharpe 0.47

ETFs · United States

iShares MSCI Intl Momentum Factor ETF

EMA crossover · CAGR 5.5% · MDD -20.6% · Sharpe 0.47

Stocks · United States

Healthcare Services Group, Inc.

EMA crossover · CAGR 9.9% · MDD -49.5% · Sharpe 0.47

ETFs · United States

State Street SPDR S&P Homebuilders ETF

Supertrend · CAGR 7.8% · MDD -48.3% · Sharpe 0.47

Stocks · United States

Donaldson Company, Inc.

Donchian breakout · CAGR 9.2% · MDD -66.5% · Sharpe 0.47

Stocks · United States

Coca-Cola Company (The)

ROC momentum · CAGR 8.2% · MDD -72.4% · Sharpe 0.47

Stocks · United States

Astec Industries, Inc.

ADX / DI trend · CAGR 6.2% · MDD -25.2% · Sharpe 0.47

Stocks · United States

Boeing Company (The)

EMA crossover · CAGR 8.5% · MDD -63.2% · Sharpe 0.47

Stocks · United States

Tyler Technologies, Inc.

SMA crossover · CAGR 10.3% · MDD -86.8% · Sharpe 0.47

Stocks · United States

SkyWest, Inc.

SMA crossover · CAGR 10.9% · MDD -84.0% · Sharpe 0.47

Stocks · United States

Goldman Sachs Group, Inc. (The)

SMA crossover · CAGR 8.7% · MDD -52.6% · Sharpe 0.47

ETFs · United States

Global X Copper Miners ETF

Bollinger breakout · CAGR 5.1% · MDD -21.4% · Sharpe 0.47

Stocks · United States

FormFactor, Inc.

ADX / DI trend · CAGR 5.4% · MDD -25.8% · Sharpe 0.47

Stocks · United States

American Assets Trust, Inc.

SMA crossover · CAGR 6.2% · MDD -24.6% · Sharpe 0.47

Stocks · United States

Amdocs Limited

Donchian breakout · CAGR 9.5% · MDD -62.1% · Sharpe 0.47

Stocks · United States

Freeport-McMoRan, Inc.

Bollinger breakout · CAGR 9.0% · MDD -47.7% · Sharpe 0.47

Stocks · United States

AutoNation, Inc.

SMA crossover · CAGR 11.1% · MDD -60.1% · Sharpe 0.47

Stocks · United States

Plains GP Holdings, L.P.

ADX / DI trend · CAGR 1.7% · MDD -7.2% · Sharpe 0.47

Stocks · United States

Union Pacific Corporation

EMA crossover · CAGR 7.8% · MDD -48.2% · Sharpe 0.47

Stocks · United States

Enterprise Financial Services Corporation

EMA crossover · CAGR 8.5% · MDD -40.7% · Sharpe 0.47

Stocks · United States

Ovintiv Inc. (DE)

SMA crossover · CAGR 10.0% · MDD -68.8% · Sharpe 0.47

Stocks · United States

Charles River Laboratories International, Inc.

ROC momentum · CAGR 10.3% · MDD -73.8% · Sharpe 0.47

ETFs · United States

iShares MSCI Eurozone ETF

SMA crossover · CAGR 5.7% · MDD -33.5% · Sharpe 0.47

ETFs · United States

Amplify Junior Silver Miners ETF

ADX / DI trend · CAGR 7.4% · MDD -40.4% · Sharpe 0.47

Stocks · United States

U.S. Bancorp

ADX / DI trend · CAGR 3.3% · MDD -41.9% · Sharpe 0.46

Stocks · United States

Coty Inc.

ADX / DI trend · CAGR 5.7% · MDD -26.1% · Sharpe 0.46

Stocks · United States

VSE Corporation

SMA crossover · CAGR 11.4% · MDD -77.2% · Sharpe 0.46

Stocks · United States

Rambus, Inc.

Supertrend · CAGR 11.0% · MDD -81.5% · Sharpe 0.46

ETFs · United States

iShares Global Energy ETF

SMA crossover · CAGR 6.5% · MDD -40.5% · Sharpe 0.46

Stocks · United States

CarMax Inc

Bollinger breakout · CAGR 9.9% · MDD -60.4% · Sharpe 0.46

Stocks · United States

Newell Brands Inc.

EMA crossover · CAGR 8.2% · MDD -55.7% · Sharpe 0.46

ETFs · United States

iShares MSCI China ETF

Keltner breakout · CAGR 4.9% · MDD -20.6% · Sharpe 0.46

ETFs · United States

Amplify CWP Enhanced Dividend Income ETF

Donchian breakout · CAGR 4.5% · MDD -20.1% · Sharpe 0.46

ETFs · United States

ProShares Ultra Silver

Supertrend · CAGR 10.4% · MDD -82.6% · Sharpe 0.46

Stocks · United States

Medtronic plc.

EMA crossover · CAGR 8.4% · MDD -74.2% · Sharpe 0.46

Stocks · United States

Boston Beer Company, Inc. (The)

EMA crossover · CAGR 9.5% · MDD -72.4% · Sharpe 0.46

ETFs · United States

iShares Microcap ETF

EMA crossover · CAGR 6.2% · MDD -32.7% · Sharpe 0.46

Stocks · United States

Argan, Inc.

SMA crossover · CAGR 11.6% · MDD -71.0% · Sharpe 0.46

Stocks · United States

Imax Corporation

Donchian breakout · CAGR 11.5% · MDD -75.1% · Sharpe 0.46

Stocks · United States

AngloGold Ashanti PLC

Donchian breakout · CAGR 8.9% · MDD -51.3% · Sharpe 0.46

Stocks · United States

Balchem Corporation

Donchian breakout · CAGR 11.2% · MDD -78.2% · Sharpe 0.46

Stocks · United States

Kforce, Inc.

ADX / DI trend · CAGR 3.0% · MDD -24.2% · Sharpe 0.46

Stocks · United States

PepsiCo, Inc.

ROC momentum · CAGR 8.6% · MDD -67.3% · Sharpe 0.46

Stocks · United States

Landstar System, Inc.

Donchian breakout · CAGR 9.7% · MDD -61.2% · Sharpe 0.46

Stocks · United States

Perdoceo Education Corporation

Donchian breakout · CAGR 11.1% · MDD -80.2% · Sharpe 0.46

Stocks · United States

Liberty Latin America Ltd.

ROC momentum · CAGR 4.6% · MDD -16.6% · Sharpe 0.46

Stocks · United States

LiveRamp Holdings, Inc.

Bollinger breakout · CAGR 5.9% · MDD -36.0% · Sharpe 0.46

ETFs · United States

Vanguard FTSE All-Wld ex-US SmCp Idx ETF

Donchian breakout · CAGR 5.4% · MDD -23.0% · Sharpe 0.46

Stocks · United States

PTC Inc.

Donchian breakout · CAGR 11.0% · MDD -87.3% · Sharpe 0.46

Stocks · United States

JBT Marel Corporation

SMA crossover · CAGR 9.4% · MDD -54.4% · Sharpe 0.46

Stocks · United States

Tootsie Roll Industries, Inc.

SMA crossover · CAGR 7.9% · MDD -48.4% · Sharpe 0.46

Stocks · United States

PVH Corp.

Donchian breakout · CAGR 10.5% · MDD -78.2% · Sharpe 0.46

ETFs · United States

iShares MSCI Global Select Metals & Mining Producers Fund

ROC momentum · CAGR 4.6% · MDD -21.3% · Sharpe 0.46

Stocks · United States

Safety Insurance Group, Inc.

SMA crossover · CAGR 7.3% · MDD -35.3% · Sharpe 0.46

Stocks · United States

Old Second Bancorp, Inc.

EMA crossover · CAGR 8.7% · MDD -62.4% · Sharpe 0.46

Stocks · United States

Gaming and Leisure Properties, Inc.

ROC momentum · CAGR 3.4% · MDD -10.7% · Sharpe 0.46

Stocks · United States

Alphatec Holdings, Inc.

ADX / DI trend · CAGR 7.8% · MDD -31.9% · Sharpe 0.46

Stocks · United States

Albemarle Corporation

SMA crossover · CAGR 9.5% · MDD -51.7% · Sharpe 0.46

ETFs · United States

State Street SPDR Dow Jones REIT ETF

SMA crossover · CAGR 6.0% · MDD -30.6% · Sharpe 0.46

Stocks · United States

Nelnet, Inc.

EMA crossover · CAGR 8.0% · MDD -37.8% · Sharpe 0.46

Stocks · United States

Aramark

Donchian breakout · CAGR 8.5% · MDD -36.4% · Sharpe 0.46

ETFs · United States

State Street SPDR S&P Oil & Gas Exploration & Production ETF

SMA crossover · CAGR 8.4% · MDD -41.1% · Sharpe 0.46

Stocks · United States

Horizon Bancorp, Inc.

Donchian breakout · CAGR 8.0% · MDD -39.9% · Sharpe 0.46

Stocks · United States

Laureate Education, Inc.

Donchian breakout · CAGR 10.1% · MDD -56.9% · Sharpe 0.46

Stocks · United States

Transcat, Inc.

EMA crossover · CAGR 11.2% · MDD -77.1% · Sharpe 0.46

Stocks · United States

DENTSPLY SIRONA Inc.

EMA crossover · CAGR 8.8% · MDD -50.3% · Sharpe 0.46

Stocks · United States

Winmark Corporation

Donchian breakout · CAGR 9.9% · MDD -63.2% · Sharpe 0.46

Stocks · United States

DLocal Limited

ADX / DI trend · CAGR 7.4% · MDD -22.6% · Sharpe 0.46

Stocks · United States

Empire State Realty Trust, Inc.

Bollinger breakout · CAGR 3.1% · MDD -18.3% · Sharpe 0.46

Stocks · United States

Macy's Inc

SMA crossover · CAGR 9.5% · MDD -47.3% · Sharpe 0.46

Stocks · United States

Iridium Communications Inc

Donchian breakout · CAGR 10.8% · MDD -63.0% · Sharpe 0.46

Stocks · United States

Entegris, Inc.

SMA crossover · CAGR 10.5% · MDD -74.2% · Sharpe 0.46

Stocks · United States

UFP Technologies, Inc.

EMA crossover · CAGR 11.7% · MDD -68.4% · Sharpe 0.46

Stocks · United States

Doximity, Inc.

Supertrend · CAGR 11.9% · MDD -50.4% · Sharpe 0.46

Stocks · United States

National HealthCare Corporation

ADX / DI trend · CAGR 4.2% · MDD -32.4% · Sharpe 0.46

Stocks · United States

Rush Enterprises, Inc.

EMA crossover · CAGR 9.6% · MDD -59.6% · Sharpe 0.46

Stocks · United States

BJ's Restaurants, Inc.

EMA crossover · CAGR 10.3% · MDD -70.8% · Sharpe 0.46

Stocks · United States

Immatics N.V.

Parabolic SAR · CAGR 10.8% · MDD -49.0% · Sharpe 0.46

Stocks · United States

Verastem, Inc.

ROC momentum · CAGR 12.6% · MDD -69.3% · Sharpe 0.46

Stocks · United States

Universal Display Corporation

Supertrend · CAGR 11.4% · MDD -75.1% · Sharpe 0.46

Stocks · United States

Iron Mountain Incorporated (Delaware)

ADX / DI trend · CAGR 2.3% · MDD -11.6% · Sharpe 0.46

ETFs · United States

Invesco WilderHill Clean Energy ETF

SMA crossover · CAGR 8.0% · MDD -48.9% · Sharpe 0.46

Stocks · United States

Northrop Grumman Corporation

EMA crossover · CAGR 7.5% · MDD -58.9% · Sharpe 0.46

Stocks · United States

Varex Imaging Corporation

Keltner breakout · CAGR 3.1% · MDD -10.5% · Sharpe 0.46

Stocks · United States

Credit Acceptance Corporation

SMA crossover · CAGR 10.1% · MDD -59.2% · Sharpe 0.46

Stocks · United States

Harley-Davidson, Inc.

Donchian breakout · CAGR 9.9% · MDD -84.5% · Sharpe 0.45

Stocks · United States

Zebra Technologies Corporation

SMA crossover · CAGR 9.5% · MDD -59.6% · Sharpe 0.45

Stocks · United States

Repligen Corporation

Donchian breakout · CAGR 11.4% · MDD -88.5% · Sharpe 0.45

Stocks · United States

UFP Industries, Inc.

ROC momentum · CAGR 10.8% · MDD -80.8% · Sharpe 0.45

Stocks · United States

Associated Banc-Corp

ADX / DI trend · CAGR 3.4% · MDD -27.3% · Sharpe 0.45

Stocks · United States

Accenture plc

SMA crossover · CAGR 7.5% · MDD -45.7% · Sharpe 0.45

Stocks · United States

Post Holdings, Inc.

SMA crossover · CAGR 7.5% · MDD -34.6% · Sharpe 0.45

Stocks · United States

Korn Ferry

EMA crossover · CAGR 8.9% · MDD -68.1% · Sharpe 0.45

Stocks · United States

Yum China Holdings, Inc.

Bollinger breakout · CAGR 4.2% · MDD -15.0% · Sharpe 0.45

Stocks · United States

Floor & Decor Holdings, Inc.

ROC momentum · CAGR 9.0% · MDD -33.7% · Sharpe 0.45

Stocks · United States

Digital Realty Trust, Inc.

SMA crossover · CAGR 8.1% · MDD -37.9% · Sharpe 0.45

Stocks · United States

AGCO Corporation

SMA crossover · CAGR 9.6% · MDD -61.9% · Sharpe 0.45

Stocks · United States

Marcus & Millichap, Inc.

Bollinger breakout · CAGR 3.1% · MDD -12.8% · Sharpe 0.45

Stocks · United States

AAR Corp.

Donchian breakout · CAGR 10.4% · MDD -71.9% · Sharpe 0.45

Stocks · United States

Wyndham Hotels & Resorts, Inc.

Supertrend · CAGR 8.4% · MDD -32.8% · Sharpe 0.45

Stocks · United States

Stifel Financial Corporation

Donchian breakout · CAGR 9.3% · MDD -49.0% · Sharpe 0.45

Stocks · United States

Celldex Therapeutics, Inc.

EMA crossover · CAGR 11.4% · MDD -86.0% · Sharpe 0.45

Stocks · United States

Watts Water Technologies, Inc.

ROC momentum · CAGR 10.0% · MDD -65.0% · Sharpe 0.45

Stocks · United States

Cogent Communications Holdings, Inc.

SMA crossover · CAGR 12.0% · MDD -90.9% · Sharpe 0.45

Stocks · United States

Brunswick Corporation

Donchian breakout · CAGR 10.3% · MDD -85.4% · Sharpe 0.45

Stocks · United States

Myers Industries, Inc.

ADX / DI trend · CAGR 2.7% · MDD -35.3% · Sharpe 0.45

Stocks · United States

Genesis Energy, L.P.

Bollinger breakout · CAGR 4.7% · MDD -18.6% · Sharpe 0.45

Stocks · United States

Axogen, Inc.

Donchian breakout · CAGR -6.9% · MDD -100.0% · Sharpe 0.45

Stocks · United States

Genworth Financial Inc

Donchian breakout · CAGR 10.4% · MDD -63.0% · Sharpe 0.45

Stocks · United States

Alpha and Omega Semiconductor Limited

Bollinger breakout · CAGR 9.0% · MDD -47.4% · Sharpe 0.45

Stocks · United States

LightPath Technologies, Inc.

ROC momentum · CAGR 11.4% · MDD -80.4% · Sharpe 0.45

Stocks · United States

Bank of Hawaii Corporation

Supertrend · CAGR 6.8% · MDD -47.3% · Sharpe 0.45

Stocks · United States

Herc Holdings Inc.

MACD · CAGR 10.6% · MDD -73.3% · Sharpe 0.45

Stocks · United States

Royal Gold, Inc.

SMA crossover · CAGR 13.4% · MDD -83.8% · Sharpe 0.45

Stocks · United States

Advance Auto Parts Inc.

Donchian breakout · CAGR 9.5% · MDD -71.3% · Sharpe 0.45

Stocks · United States

Textron Inc.

Donchian breakout · CAGR 8.9% · MDD -58.5% · Sharpe 0.45

Stocks · United States

ePlus inc.

ROC momentum · CAGR 11.9% · MDD -84.5% · Sharpe 0.45

ETFs · United States

ProShares UltraShort Bloomberg Crude Oil

Donchian breakout · CAGR 9.2% · MDD -59.1% · Sharpe 0.45

Stocks · United States

Gilead Sciences, Inc.

SMA crossover · CAGR 10.1% · MDD -66.9% · Sharpe 0.45

Stocks · United States

Equitable Holdings, Inc.

MACD · CAGR 8.3% · MDD -33.8% · Sharpe 0.45

Stocks · United States

Astronics Corporation

ROC momentum · CAGR 10.4% · MDD -87.6% · Sharpe 0.45

Stocks · United States

Airbnb, Inc.

Bollinger breakout · CAGR 9.1% · MDD -35.7% · Sharpe 0.45

Stocks · United States

ICON plc

SMA crossover · CAGR 9.4% · MDD -69.0% · Sharpe 0.45

Stocks · United States

Tenet Healthcare Corporation

Donchian breakout · CAGR 10.2% · MDD -80.8% · Sharpe 0.45

Stocks · United States

Oppenheimer Holdings, Inc.

SMA crossover · CAGR 9.5% · MDD -53.8% · Sharpe 0.45

ETFs · United States

JPMorgan BetaBuilders Developed Asia Pacific-ex Japan ETF

Bollinger breakout · CAGR 2.5% · MDD -7.1% · Sharpe 0.45

Stocks · United States

Allient Inc.

ADX / DI trend · CAGR 4.1% · MDD -26.6% · Sharpe 0.45

Stocks · United States

Global Payments Inc.

EMA crossover · CAGR 8.0% · MDD -53.4% · Sharpe 0.45

Stocks · United States

ADTRAN Holdings, Inc.

Bollinger breakout · CAGR 5.1% · MDD -29.4% · Sharpe 0.45

Stocks · United States

Performance Food Group Company

Supertrend · CAGR 9.5% · MDD -49.1% · Sharpe 0.45

Stocks · United States

Motorola Solutions, Inc.

SMA crossover · CAGR 8.3% · MDD -60.3% · Sharpe 0.45

Stocks · United States

Acadia Realty Trust

SMA crossover · CAGR 6.8% · MDD -30.3% · Sharpe 0.45

Stocks · United States

Getty Realty Corporation

ADX / DI trend · CAGR 5.7% · MDD -40.8% · Sharpe 0.45

Stocks · United States

Henry Schein, Inc.

ROC momentum · CAGR 9.1% · MDD -49.3% · Sharpe 0.45

Stocks · United States

Federal Realty Investment Trust

SMA crossover · CAGR 6.5% · MDD -41.4% · Sharpe 0.45

Stocks · United States

Cinemark Holdings, Inc.

ADX / DI trend · CAGR 3.6% · MDD -22.5% · Sharpe 0.45

Stocks · United States

Liquidity Services, Inc.

Donchian breakout · CAGR 9.9% · MDD -55.0% · Sharpe 0.45

Stocks · United States

Novavax, Inc.

SMA crossover · CAGR 6.7% · MDD -97.0% · Sharpe 0.45

Stocks · United States

C.H. Robinson Worldwide, Inc.

ROC momentum · CAGR 9.6% · MDD -50.7% · Sharpe 0.45

Stocks · United States

Ball Corporation

EMA crossover · CAGR 7.7% · MDD -49.7% · Sharpe 0.45

ETFs · United States

State Street SPDR S&P Dividend ETF

Donchian breakout · CAGR 4.1% · MDD -16.9% · Sharpe 0.45

Stocks · United States

LivaNova PLC

Donchian breakout · CAGR 7.1% · MDD -45.2% · Sharpe 0.45

Stocks · United States

Parker-Hannifin Corporation

Supertrend · CAGR 7.5% · MDD -37.1% · Sharpe 0.45

Stocks · United States

Beazer Homes USA, Inc.

Supertrend · CAGR 10.4% · MDD -71.4% · Sharpe 0.45

Stocks · United States

Terex Corporation

Supertrend · CAGR 9.9% · MDD -66.2% · Sharpe 0.45

Stocks · United States

Vishay Intertechnology, Inc.

Keltner breakout · CAGR 7.9% · MDD -55.1% · Sharpe 0.45

Stocks · United States

Allegiant Travel Company

EMA crossover · CAGR 9.7% · MDD -50.2% · Sharpe 0.45

ETFs · United States

Global X Silver Miners ETF

Donchian breakout · CAGR 8.0% · MDD -56.9% · Sharpe 0.45

Stocks · United States

Northern Oil and Gas, Inc.

Supertrend · CAGR 10.6% · MDD -88.5% · Sharpe 0.45

ETFs · United States

Vanguard FTSE Emerging Markets ETF

Donchian breakout · CAGR 6.4% · MDD -38.3% · Sharpe 0.44

ETFs · United States

State Street Health Care Select Sector SPDR ETF

ROC momentum · CAGR 6.4% · MDD -43.0% · Sharpe 0.44

Stocks · United States

Lamar Advertising Company

Supertrend · CAGR 8.6% · MDD -77.7% · Sharpe 0.44

Stocks · United States

Morgan Stanley

EMA crossover · CAGR 8.4% · MDD -54.0% · Sharpe 0.44

Stocks · United States

Avient Corporation

SMA crossover · CAGR 9.4% · MDD -49.2% · Sharpe 0.44

Stocks · United States

Lindblad Expeditions Holdings Inc.

SMA crossover · CAGR 10.3% · MDD -54.2% · Sharpe 0.44

Stocks · United States

News Corporation

Keltner breakout · CAGR 2.3% · MDD -9.6% · Sharpe 0.44

Stocks · United States

Array Technologies, Inc.

Keltner breakout · CAGR 7.2% · MDD -14.4% · Sharpe 0.44

Stocks · United States

Toll Brothers, Inc.

Bollinger breakout · CAGR 8.5% · MDD -64.0% · Sharpe 0.44

Stocks · United States

First Citizens BancShares, Inc.

EMA crossover · CAGR 7.9% · MDD -41.8% · Sharpe 0.44

Stocks · United States

Teleflex Incorporated

Donchian breakout · CAGR 7.4% · MDD -68.0% · Sharpe 0.44

ETFs · United States

Dow Jones

ROC momentum · CAGR 6.7% · MDD -53.8% · Sharpe 0.44

Stocks · United States

Target Corporation

SMA crossover · CAGR 8.0% · MDD -62.1% · Sharpe 0.44

Stocks · United States

Waste Management, Inc.

ADX / DI trend · CAGR 5.8% · MDD -33.3% · Sharpe 0.44

Stocks · United States

Crane NXT, Co.

Donchian breakout · CAGR 9.0% · MDD -59.3% · Sharpe 0.44

Stocks · United States

Gates Industrial Corporation Ltd.

MACD · CAGR 8.7% · MDD -51.6% · Sharpe 0.44

ETFs · United States

Russell 2000

ROC momentum · CAGR 7.6% · MDD -48.2% · Sharpe 0.44

Stocks · United States

Priority Technology Holdings, Inc.

ROC momentum · CAGR 10.0% · MDD -49.7% · Sharpe 0.44

Stocks · United States

WSFS Financial Corporation

EMA crossover · CAGR 9.1% · MDD -64.7% · Sharpe 0.44

Stocks · United States

Labcorp Holdings Inc.

SMA crossover · CAGR 8.2% · MDD -73.8% · Sharpe 0.44

Stocks · United States

Unifirst Corporation

Donchian breakout · CAGR 7.9% · MDD -50.6% · Sharpe 0.44

Stocks · United States

Amphastar Pharmaceuticals, Inc.

Bollinger breakout · CAGR 3.1% · MDD -11.5% · Sharpe 0.44

Stocks · United States

Applied Industrial Technologies, Inc.

ROC momentum · CAGR 9.0% · MDD -73.9% · Sharpe 0.44

ETFs · United States

Vanguard Utilities ETF

ROC momentum · CAGR 6.0% · MDD -46.2% · Sharpe 0.44

Stocks · United States

Qiagen N.V.

Donchian breakout · CAGR 9.8% · MDD -81.6% · Sharpe 0.44

Stocks · United States

EQT Corporation

Donchian breakout · CAGR 9.1% · MDD -82.3% · Sharpe 0.44

Stocks · United States

Jacobs Solutions Inc.

EMA crossover · CAGR 8.4% · MDD -71.0% · Sharpe 0.44

Stocks · United States

Replimune Group, Inc.

SMA crossover · CAGR 4.4% · MDD -85.8% · Sharpe 0.44

Stocks · United States

Adecoagro S.A.

Donchian breakout · CAGR 6.4% · MDD -28.8% · Sharpe 0.44

Stocks · United States

Hyatt Hotels Corporation

Donchian breakout · CAGR 8.6% · MDD -54.1% · Sharpe 0.44

Stocks · United States

MSA Safety Incorporated

Bollinger breakout · CAGR 4.3% · MDD -44.8% · Sharpe 0.44

Stocks · United States

Leidos Holdings, Inc.

Keltner breakout · CAGR 4.2% · MDD -20.1% · Sharpe 0.44

ETFs · United States

Fidelity MSCI Real Estate Index ETF

Bollinger breakout · CAGR 0.8% · MDD -3.1% · Sharpe 0.44

ETFs · United States

iShares Core MSCI Europe ETF

Bollinger breakout · CAGR 1.0% · MDD -3.4% · Sharpe 0.44

Stocks · United States

Deluxe Corporation

Bollinger breakout · CAGR 5.2% · MDD -34.9% · Sharpe 0.44

Stocks · United States

PNC Financial Services Group, Inc. (The)

SMA crossover · CAGR 6.9% · MDD -56.9% · Sharpe 0.44

Stocks · United States

Barrett Business Services, Inc.

Donchian breakout · CAGR 10.1% · MDD -93.9% · Sharpe 0.44

Stocks · United States

Americas Gold and Silver Corporation

Bollinger breakout · CAGR 9.4% · MDD -42.7% · Sharpe 0.44

ETFs · United States

State Street Consumer Discretionary Select Sector SPDR ETF

ROC momentum · CAGR 6.3% · MDD -39.7% · Sharpe 0.44

ETFs · United States

Schwab International Equity ETF

SMA crossover · CAGR 4.6% · MDD -29.6% · Sharpe 0.44

Stocks · United States

CACI International, Inc.

Donchian breakout · CAGR 9.9% · MDD -69.3% · Sharpe 0.44

Stocks · United States

Univest Financial Corporation

ADX / DI trend · CAGR 2.7% · MDD -21.8% · Sharpe 0.44

Stocks · United States

Southern Company (The)

ROC momentum · CAGR 6.9% · MDD -42.2% · Sharpe 0.44

Stocks · United States

FuelCell Energy, Inc.

SMA crossover · CAGR 10.1% · MDD -91.8% · Sharpe 0.44

Stocks · United States

FedEx Corporation

Supertrend · CAGR 7.9% · MDD -55.3% · Sharpe 0.44

ETFs · United States

iShares MSCI All Country Asia ex Japan ETF

Donchian breakout · CAGR 5.4% · MDD -30.1% · Sharpe 0.44

Stocks · United States

Martin Marietta Materials, Inc.

SMA crossover · CAGR 7.4% · MDD -49.6% · Sharpe 0.44

ETFs · United States

State Street SPDR S&P 600 Small Cap Value ETF

ROC momentum · CAGR 7.3% · MDD -60.5% · Sharpe 0.44

Stocks · United States

CNO Financial Group, Inc.

Donchian breakout · CAGR 10.1% · MDD -83.0% · Sharpe 0.44

Stocks · United States

Ryan Specialty Holdings, Inc.

EMA crossover · CAGR 7.9% · MDD -30.2% · Sharpe 0.44

Stocks · United States

CVB Financial Corporation

ROC momentum · CAGR 9.8% · MDD -70.5% · Sharpe 0.44

Stocks · United States

Gentex Corporation

SMA crossover · CAGR 9.3% · MDD -71.7% · Sharpe 0.44

Stocks · United States

Eli Lilly and Company

SMA crossover · CAGR 7.4% · MDD -57.0% · Sharpe 0.44

Stocks · United States

Invitation Homes Inc.

ADX / DI trend · CAGR 2.2% · MDD -9.7% · Sharpe 0.44

Stocks · United States

Bel Fuse Inc.

Donchian breakout · CAGR 10.0% · MDD -90.9% · Sharpe 0.44

Stocks · United States

Regal Rexnord Corporation

Donchian breakout · CAGR 8.9% · MDD -60.3% · Sharpe 0.44

Stocks · United States

Safehold Inc. New

Bollinger breakout · CAGR 8.4% · MDD -64.0% · Sharpe 0.44

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